Linear Models and Spurious Observations
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(13)- Estimative influence measures for the multivariate general linear model
- A quasi Bayesian approach to outlier detection
- Nonstandard finite difference variational integrators for multisymplectic PDEs
- Log-regularly varying scale mixture of normals for robust regression
- Bayesian analysis of outliers via akaike's predictive likelihood of a model
- On the lack of invariance of some Bayesian outlier models
- New classes of spatial central configurations for N + N + 2-body problem
- A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
- A mixture-based approach to robust analysis of generalised linear models
- George Box and Bayesian inference
- Inferences about the parameters of a time series model with changing variance
- Quasi-Bayesian estimation of Stigler's data sets
- Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin
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